I run 2 Linux-based PDC systems - one in Australia (~60 users) and 1 in New Zealand (~6 users) - I mention the New Zealand one to highlight that we successfully remotely manage it.
Our systems run Samba over RedHat ES4 with an LDAP backend. Sometimes things get tricky, but generally things just tick along nicely. We have roaming profiles, but not 'true' single-sign-on - mainly due to our antique ERP system. (Raining Data 'D3' (nay 'R83', nay 'PICK') if anyone remembers that!! :P )
Having the LDAP backend makes it relatively easy to integrate with other systems so at least staff have a single username / password for most of our systems.
It's pretty easy to setup a login script (BAT or VBS) to map network drives on the client based on their group and/or username. Backup's are definitely 10000% easier having everyone running off a central storage.
Some of the more 'common' problems we experience are:
1) If Outlook doesn't get to close it's .PST file properly, Samba will sometimes maintain the lock on the server side, even after rebooting the client. You need to use smbstatus -l to find the lock, then kill the process that is maintaining the lock before Outlook will open again.
2) If the server goes offline while people are logged on, Windoze will change their "My Documents" location back to the local disk so staff will start freaking out that they're lsot all their files. We just manually change this back at the moment, although there's probably a better way (login script I'm thinking)
The most annoying part is setting up the MS client to actually 'use' the server, not just login to it. You need to manually change the "My Documents" folder to point to the server (we map it to H:\ and create a folder inside there called "My Documents" so each client uses "H:\My Documents"). You also need to change Outlook to store it's PST files on the server (pretty easy on 2003, not sure about 2000 or prior.) We just store it in H:\outlook.pst and H:\archive.pst
Good luck, it will be worth it!